+2.4%
KDP vs JHX
-5.4%
+7.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.8% |
| 7D | -4.3% | -4.9% | +0.5% | -4.1% |
| 30D | +7.8% | -9.3% | +17.1% | +8.3% |
| 3M | -0.1% | +28.1% | -28.1% | -1.4% |
| 6M | +14.0% | +35.2% | -21.2% | +11.9% |
| YTD | +15.1% | +35.9% | -20.8% | +13.1% |
| 1Y | +18.5% | +42.5% | -24.0% | +16.1% |
| All | +2.4% | -5.4% | +7.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling